A solution method for linear rational expectation models under imperfect information

DOI10.1017/S1365100509990897zbMATH Open1250.91071MaRDI QIDQ2920157FDOQ2920157

Authors: Katsuyuki Shibayama 

Publication date: 24 October 2012

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

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zbMATH Keywords

imperfect informationlinear rational expectation models

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economics of information (91B44)

Cites Work

• Solving linear rational expectations models
• The Solution of Linear Difference Models under Rational Expectations
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• System reduction and solution algorithms for singular linear difference systems under rational expectations

Cited In (6)

• LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
• A generalized approach to indeterminacy in linear rational expectations models
• Invertible and non-invertible information sets in linear rational expectations models
• The forward method as a solution refinement in rational expectations models
• An eigenvalue method of undetermined coefficients for solving linear rational expectations models
• On the Solution of Linear Difference Equations with Rational Expectations

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